Can I read Stochastic calculus and stochastic models (Probability and mathematical statistics, 25) on EtoBox?

Stochastic calculus and stochastic models (Probability and mathematical statistics, 25) by E. J. McShane; Z. W. Birnbaum; E. Lukacs is a book available to read on EtoBox.

What is Stochastic calculus and stochastic models (Probability and mathematical statistics, 25) about?

Probability and Mathematical Statistics: A Series of Monographs and Textbooks: Stochastic Calculus and Stochastic Models focuses on the properties, functions, and applications of stochastic integrals. The publication first ponders on stochastic integrals, existence of stochastic integrals, and continuity, chain rule, and substitution. Discussions focus on differentiation of a composite function, continuity of sample functions, existence and vanishing of stochastic integrals, canonical form, elementary properties of integrals, and the Itô-belated integral. The book then examines stochastic differential equations, including existence of solutions of stochastic differential equations, linear differential equations and their adjoints, approximation lemma, and the Cauchy-Maruyama approximation. The manuscript takes a look at equations in canonical form, as well as justification of the canonical extension in stochastic modeling; rate of convergence of approximations to solutions; comparison of ordinary and stochastic differential equations; and invariance under change of coordinates. The publication is a dependable reference for mathematicians and researchers interested in stochastic int

Author

E. J. McShane; Z. W. Birnbaum; E. Lukacs

Publisher

Academic Press, Incorporated

Published

1974

Language

EN

ISBN

9780124862500

Subjects

Mathematics, Stem